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subject:"Theorie"
~person:"Amini, Hamed"
~person:"Caccioli, Fabio"
~person:"Capponi, Agostino"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Systemisches Risiko"
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Amini, Hamed
Caccioli, Fabio
Capponi, Agostino
Farmer, J. Doyne
6
Thurner, Stefan
5
Feinstein, Zachary
4
Gallegati, Mauro
4
Gouriéroux, Christian
4
Härdle, Wolfgang
4
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4
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3
Aymanns, Christoph
3
Battiston, Stefano
3
Caporin, Massimiliano
3
Fouque, Jean-Pierre
3
Frittelli, Marco
3
Georg, Co-Pierre
3
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3
Hurd, T. R.
3
Meinerding, Christoph
3
Minca, Andreea
3
Poledna, Sebastian
3
Wagner, Wolf
3
Wang, Chao
3
Wang, Weining
3
Aboura, Sofiane
2
Adrian, Tobias
2
Ahnert, Toni
2
Anand, Kartik
2
Ararat, Çağın
2
Biagini, Francesca
2
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2
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2
Cao, Jin
2
Cerqueti, Roy
2
Chen Zhou
2
Chen, Guojin
2
Chen, Yi-Hsuan
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Journal of financial stability
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
2
Journal of banking & finance
1
Journal of economic dynamics & control
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
13
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1
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1
Modelling fire sale contagion across banks and non-banks
Caccioli, Fabio
;
Ferrara, Gerardo
;
Ramadiah, Amanah
- In:
Journal of financial stability
71
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014533533
Saved in:
2
Quantification of systemic risk from overlapping portfolios in the financial system
Poledna, Sebastian
;
Martínez-Jaramillo, Serafín
; …
- In:
Journal of financial stability
52
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012745454
Saved in:
3
Preface to the special issue on systemic risk and financial networks
Capponi, Agostino
;
Jarrow, Robert A.
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012433629
Saved in:
4
Special issue: systemic risk and financial networks
Capponi, Agostino
(
ed.
);
Jarrow, Robert A.
(
ed.
)
-
2021
Persistent link: https://www.econbiz.de/10012433662
Saved in:
5
A dynamic network model of interbank lending-systemic risk and liquidity provisioning
Capponi, Agostino
;
Sun, Xu
;
Yao, David D.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1127-1152
Persistent link: https://www.econbiz.de/10012293374
Saved in:
6
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
7
Optimal equity infusions in interbank networks
Amini, Hamed
;
Minca, Andreea
;
Sulem, Agnès
- In:
Journal of financial stability
31
(
2017
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011877518
Saved in:
8
Uniqueness of equilibrium in a payment system with liquidation costs
Amini, Hamed
;
Filipović, Damir
;
Minca, Andreea
- In:
Operations research letters
44
(
2016
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011454007
Saved in:
9
Resilience to contagion in financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 329-365
Persistent link: https://www.econbiz.de/10011577151
Saved in:
10
Taming the Basel leverage cycle
Aymanns, Christoph
;
Caccioli, Fabio
;
Farmer, J. Doyne
; …
- In:
Journal of financial stability
27
(
2016
),
pp. 263-277
Persistent link: https://www.econbiz.de/10011705722
Saved in:
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